Varonis Systems VRNS 48.8 0.07 0.14%
ATM IV
0.346
Put Call Ratio (OI)
0.35
Put Call Ratio (Vol)
1.34
IV Rank
2.32
IV Percentile
1.22
Max pain
45
Premium distribution (2026-11-06)
View values by strike
| Strike | Calls | Puts |
|---|---|---|
| 12.50 | 87.2 K | 925 |
| 15.00 | 310 K | 1.63 K |
| 17.50 | 75.1 K | 5.96 K |
| 20.00 | 81.3 K | 7.05 K |
| 22.50 | 2.03 M | 5.22 K |
| 25.00 | 47.9 K | 1.14 M |
| 30.00 | 53.8 K | 9.07 K |
| 35.00 | 798 K | 9.73 K |
| 40.00 | 1.09 M | 3.51 K |
| 41.00 | 850 | 0 |
| 43.00 | 660 | 70 |
| 44.00 | 560 | 0 |
| 45.00 | 312 K | 41.6 K |
| 46.00 | 0 | 210 |
| 47.00 | 73.8 K | 0 |
| 48.00 | 0 | 3.13 K |
| 49.00 | 0 | 245 |
| 50.00 | 86 K | 3.95 K |
| 55.00 | 31.4 K | 0 |
| 60.00 | 422 K | 0 |
| 65.00 | 559 | 0 |
| 70.00 | 51.3 K | 0 |